期刊文献+

收益率、基本因素与股市有效性——对上海股市的实证分析 被引量:1

Yield Rate, Fundamental Factors and the Efficiency of Equity Market--An Empirical Analysis of Shanghai Equity Market
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作者 朱瑞忠
出处 《经济理论与经济管理》 CSSCI 北大核心 2005年第12期43-47,共5页 Economic Theory and Business Management
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参考文献6

  • 1E. Fama, J. MacBeth. Risk, Return and Equilibrium: Empirical Tests [J]. Journal of Political Economy, 1973, (81) : 607-636.
  • 2K. Chan, Y. Hamao, J. Lakonishok. Fundamentals and Stock Returns in Japan [J]. Journal of Finance, 1991, (46) : 1736-1764.
  • 3E. Fama, K. French. Common Risk Factors in Returns on Stocks and Bonds [J]. Journal of Financial Economics, 1993, (33): 3-56.
  • 4E. Fama, K. French. Value Versus Growth: the International Evidence [J]. Journal of Finance, 1998, (53) : 1975-1999.
  • 5G. Griffin. Are the Fama and French Factors Global or Country Specific? [J]. Review of Financial Studies, 2002, (15) : 783-803.
  • 6DSSW, Positive Feedback Investment Strategies and Destabilizing Rational Speculation [J]. Journal of Finance, 1990,(45):375-395.

同被引文献8

  • 1陈展辉.股票收益的截面差异与三因素资产定价模型来自A股市场的经验研究[J].中国管理科学,2004,12(6):12-17. 被引量:27
  • 2贺炎林.中国股市横截面收益特征及内在形成机理研究[M]{H}北京:经济科学出版社,2008.
  • 3Banz R W. Therelationship between return and market value of common stocks[J].{H}Journal of Financial Economics,1981,(01).
  • 4Reinganum M R. A new empirical perspective on the CAPM[J].{H}Journal of Financial and Quantitative Analysis,1981,(04).
  • 5Stattman D. Book values and stock returns[J].Journal of Selected Papers,1980,(04).
  • 6Fama E F,French K R. The cross-section of expected stock return[J].{H}Journal of Finance,1992,(02).
  • 7Griflfin J M,Lemmon M L. Book-to-market equity,distress risk and stock returns[J].{H}Journal of Finance,2002,(05).
  • 8Chen L,Zhang L. A better three-factor model that explains more anomalies[J].{H}Journal of Finance,2010,(02).

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